+345.0%
PSX vs COO
-38.8%
+383.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +4.5% | -2.2% | +6.8% | +4.9% |
| 30D | +26.6% | -7.0% | +33.6% | +28.2% |
| 3M | +39.3% | +12.2% | +27.1% | +35.9% |
| 6M | +56.8% | -15.1% | +71.9% | +61.6% |
| YTD | +101.8% | -15.1% | +116.9% | +107.9% |
| 1Y | +99.6% | +2.3% | +97.3% | +97.0% |
| 3Y | +140.3% | -23.7% | +164.0% | +146.5% |
| All | +345.0% | -38.8% | +383.7% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling